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Regime switching in the yield curve
Christiansen, Charlotte - In: The journal of futures markets 24 (2004) 4, pp. 315-336
Persistent link: https://www.econbiz.de/10006818732
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Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
Christiansen, Charlotte; Strunk Hansen, Charlotte - In: Review of derivatives research 5 (2001) 1, pp. 51-80
Persistent link: https://www.econbiz.de/10005945555
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - In: Journal of banking & finance 29 (2005) 5, pp. 1037-1058
Persistent link: https://www.econbiz.de/10005878989
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Variance-in-mean effects of the long forward-rate slope
Christiansen, Charlotte - In: Applied financial economics 15 (2005) 11, pp. 753-756
Persistent link: https://www.econbiz.de/10007640925
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Volatility-Spillover Effects in European Bond Markets
Christiansen, Charlotte - In: European financial management : the journal of the … 13 (2007) 5, pp. 923-948
Persistent link: https://www.econbiz.de/10007866468
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The risk-return trade-off in human capital investment
Christiansen, Charlotte; Joensen, Juanna Schröter; … - In: Labour economics : official journal of the European … 14 (2007) 6, pp. 971-986
Persistent link: https://www.econbiz.de/10007869931
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Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates
Christiansen, Charlotte - In: International review of financial analysis 17 (2008) 5, pp. 925-948
Persistent link: https://www.econbiz.de/10008141212
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - In: International review of financial analysis 11 (2002) 3, pp. 279-296
Persistent link: https://www.econbiz.de/10007165521
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Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte - In: Journal of empirical finance 7 (2000) 5, pp. 479-508
Persistent link: https://www.econbiz.de/10007240711
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - In: Journal of international money and finance 32 (2013), pp. 1032-1043
Persistent link: https://www.econbiz.de/10010054461